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Earnings Analysis
Why this page exists: UPLD has no documented material pre-announcement habit — the edge here is the earnings-cycle statistics themselves (drift, gap, reaction, follow-through) and how they vary by regime. This page
measures every earnings cycle — drift into the report, the gap, the reaction,
the follow-through — alongside the NVDA / SPY / VIX regime it happened in, and
uses the documented pre-announcement history to project when the next
pre-announcement is most likely to land. All numbers are computed from real
daily prices, real earnings dates, our own ATM-straddle expected moves and
stored option chains, and a
curated registry of real press releases. Nothing is simulated.
Next earnings & predicted pre-announcement window
Thursday, July 30, 2026
Next confirmed UPLD earnings date (source: exchange calendar).
Current regime & edge read
As of 2026-07-24: NVDA Strong Down (nan% 20d), SPY Strong Down (nan%), SOX Mild Down, VIX 18.7 (Medium (15-25)).
EdgeScore +0.08 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -0.9% | 4 |
| VIX level | Medium (15-25) | +0.6% | 25 |
| Earnings weekday | Thursday | +2.2% | 29 |
EdgeScore = mean of the matching buckets' historical mean earnings reactions, normalized by the average absolute reaction (±1 cap). Transparent and purely historical — not a prediction model.
Cycles
46
Avg reaction
+0.8%
Median reaction
+0.6%
Avg |move|
7.9%
Up rate
61%
Avg drift T-20
-2.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | -2.0% | -1.8% | 14.1 | -41.3% / +33.2% | 46% |
| Drift T-5 → report | 46 | +0.9% | +0.5% | 7.2 | -18.4% / +19.9% | 54% |
| Overnight gap | 46 | +0.3% | +1.1% | 9.2 | -38.6% / +15.8% | 65% |
| Reaction day (close→close) | 46 | +0.8% | +0.6% | 11.7 | -36.2% / +28.2% | 61% |
| Follow-through +5d | 46 | -2.0% | -0.4% | 10.6 | -32.5% / +37.8% | 41% |
| Follow-through +20d | 46 | -0.4% | -0.1% | 17.6 | -34.2% / +72.2% | 50% |
| Max favorable excursion (20d) | 46 | +17.7% | +11.7% | 26.1 | -26.0% / +121.5% | 89% |
| Max adverse excursion (20d) | 46 | -14.2% | -14.1% | 15.2 | -53.0% / +10.4% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +18.0% | +18.0% | 0.0 | 100% |
| Thursday | 29 | +2.2% | +1.4% | 13.0 | 66% |
| Tuesday n<10 | 2 | +0.2% | +0.2% | 0.1 | 100% |
| Wednesday | 12 | -2.9% | +0.2% | 8.3 | 50% |
| Monday n<10 | 2 | -4.6% | -4.6% | 1.4 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 11 | +4.4% | +2.1% | 11.3 | 73% |
| Mild Down n<10 | 5 | +2.8% | +1.4% | 6.6 | 80% |
| Mild Up | 11 | +2.5% | +0.7% | 6.4 | 55% |
| Strong Down n<10 | 4 | -0.9% | -0.1% | 7.2 | 25% |
| Strong Up | 15 | -3.2% | +0.3% | 15.4 | 60% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 15 | +1.7% | +1.4% | 13.2 | 80% |
| Medium (15-25) | 25 | +0.6% | +0.4% | 11.4 | 56% |
| High (>25) n<10 | 6 | -0.4% | -1.6% | 8.4 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +4.6% | +6.3% | 12.0 | 73% |
| Mild Up | 11 | +1.8% | -1.9% | 11.1 | 36% |
| Sideways | 11 | -7.3% | -12.0% | 13.7 | 36% |
| Mild Down n<10 | 5 | -10.4% | -5.7% | 16.4 | 20% |
| Strong Down n<10 | 4 | -12.4% | -12.1% | 10.0 | 25% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
| Report date | Expected move | Actual reaction | Gap | Actual / EM |
|---|---|---|---|---|
| 2026-05-01 | 313.1% | +18.0% | -2.1% | 0.06x |
| 2026-03-03 | 196.1% | +0.1% | -1.8% | 0.00x |
Only cycles inside our own options-database coverage window are shown — we do not fabricate historical implied volatility. Coverage grows each quarter.
Options strategy P&L — priced from our own chains
No earnings cycles inside our chain coverage window yet — this section fills in automatically as coverage grows.
Every earnings cycle
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-01 Friday | 2 | -9.2% | -2.1% | +18.0% | +37.8% | +37.9% | +73.8% | -2.1% | 94% | Strong Up / Medium (15-25) | +23% |
| 2026-03-03 Tuesday | 2 | -41.3% | -1.8% | +0.1% | -32.5% | -13.5% | +5.3% | -35.5% | 74% | Mild Down / Medium (15-25) | +24% |
| 2025-11-06 Thursday | -25.2% | -1.6% | -6.5% | +8.7% | -3.5% | +6.5% | -12.0% | 48% | Sideways / Medium (15-25) | +73% | |
| 2025-07-31 Thursday | 2 | +4.1% | +10.7% | +9.8% | -16.4% | +22.7% | +90.7% | -15.1% | 126% | Strong Up / Medium (15-25) | -18% |
| 2025-05-12 Monday | 1 | +15.4% | +0.3% | -3.2% | -6.2% | -34.2% | +4.6% | -38.4% | 75% | Strong Up / Medium (15-25) | +33% |
| 2025-03-12 Wednesday | 1 | -26.7% | +3.2% | 0.0% | +13.2% | -17.7% | +16.8% | -30.6% | 81% | Strong Down / Medium (15-25) | +101% |
| 2024-11-07 Thursday | -10.1% | +6.7% | +15.9% | -1.0% | +72.2% | +121.5% | +6.7% | 47% | Strong Up / Medium (15-25) | +150% | |
| 2024-08-01 Thursday | -13.3% | -2.4% | +8.5% | -19.6% | -15.2% | +14.1% | -22.3% | 67% | Strong Down / Medium (15-25) | +42% | |
| 2024-05-02 Thursday | -29.6% | +15.8% | +28.2% | +14.7% | +6.2% | +79.7% | +10.4% | 67% | Sideways / Low (<15) | +40% | |
| 2024-02-22 Thursday | +8.3% | -14.2% | -36.2% | +3.9% | -0.7% | -12.2% | -47.4% | 55% | Strong Up / Low (<15) | -22% | |
| 2023-11-02 Thursday | 1 | -14.7% | +11.3% | +15.1% | +5.1% | +15.7% | +41.9% | -0.3% | 60% | Sideways / Medium (15-25) | +54% |
| 2023-08-03 Thursday | -12.5% | -5.2% | -2.0% | -11.6% | +5.7% | +12.2% | -29.3% | 66% | Mild Up / Medium (15-25) | -4% | |
| 2023-05-04 Thursday | -12.0% | +7.4% | +4.8% | -17.4% | -10.9% | +9.7% | -22.4% | 47% | Sideways / Medium (15-25) | +34% | |
| 2023-02-23 Thursday | +7.4% | -38.6% | -31.0% | -8.3% | -30.9% | -26.0% | -53.0% | 46% | Strong Up / Medium (15-25) | -5% | |
| 2022-11-03 Thursday | -12.7% | +1.6% | +2.8% | -7.6% | -2.9% | +19.0% | -13.5% | 57% | Sideways / High (>25) | +22% | |
| 2022-08-03 Wednesday | -18.2% | +1.3% | +1.0% | -5.2% | -13.0% | +7.6% | -16.1% | 60% | Strong Up / Medium (15-25) | +26% | |
| 2022-05-04 Wednesday | -10.9% | -3.9% | -11.9% | -1.4% | +5.0% | -2.3% | -20.0% | 47% | Strong Down / High (>25) | +1% | |
| 2022-02-24 Thursday | -9.7% | +7.8% | +15.5% | -10.6% | -12.4% | +17.3% | -10.0% | 59% | Mild Up / High (>25) | +32% | |
| 2021-11-03 Wednesday | +6.3% | -25.3% | -23.1% | -6.3% | -22.5% | -16.9% | -44.3% | 24% | Strong Up / Medium (15-25) | +21% | |
| 2021-08-04 Wednesday | -15.1% | +1.1% | +2.1% | +5.7% | +11.4% | +14.5% | +0.6% | 25% | Sideways / Medium (15-25) | -3% | |
| 2021-05-05 Wednesday | +0.9% | +1.9% | -12.2% | -0.7% | -1.9% | +1.9% | -18.1% | 37% | Sideways / Medium (15-25) | +54% | |
| 2021-02-24 Wednesday | +0.4% | -0.1% | -3.4% | +1.4% | -1.7% | +5.5% | -12.0% | 41% | Mild Up / Medium (15-25) | +37% | |
| 2020-11-05 Thursday | +14.5% | 0.0% | -5.9% | -9.4% | -6.1% | +0.2% | -18.4% | 41% | Sideways / High (>25) | +15% | |
| 2020-08-06 Thursday | 1 | +13.4% | +4.4% | +0.7% | -17.8% | -7.8% | +11.2% | -19.8% | 54% | Mild Up / Medium (15-25) | +37% |
| 2020-05-07 Thursday | +15.9% | +1.1% | -1.5% | -13.2% | +13.5% | +16.0% | -17.0% | 71% | Strong Up / High (>25) | +46% | |
| 2020-02-26 Wednesday | -1.3% | +6.0% | -1.6% | -6.2% | -33.9% | +10.4% | -47.0% | 47% | Mild Up / High (>25) | +13% | |
| 2019-11-07 Thursday | +3.4% | -13.5% | -11.1% | +1.0% | +3.6% | -0.8% | -18.1% | 33% | Strong Up / Low (<15) | -10% | |
| 2019-08-07 Wednesday | -9.9% | +7.9% | +3.7% | -7.0% | -17.9% | +10.5% | -16.2% | 49% | Mild Down / Medium (15-25) | +49% | |
| 2019-05-02 Thursday | +10.0% | -3.5% | +1.1% | -0.2% | +0.5% | +9.9% | -8.8% | 43% | Sideways / Low (<15) | +2% | |
| 2019-03-07 Thursday | +7.5% | +11.5% | +18.1% | +2.6% | +1.4% | +29.4% | +9.5% | 27% | Sideways / Medium (15-25) | +18% | |
| 2018-11-08 Thursday | +1.4% | +2.5% | -0.3% | -4.1% | -14.5% | +8.3% | -18.9% | 62% | Strong Down / Medium (15-25) | -1% | |
| 2018-08-08 Wednesday | -4.7% | +8.0% | +1.6% | -0.1% | +2.7% | +12.7% | -2.6% | 39% | Mild Up / Low (<15) | -5% | |
| 2018-05-09 Wednesday | +1.0% | +9.0% | +8.0% | +0.4% | +8.4% | +24.3% | -0.8% | 22% | Strong Up / Low (<15) | +35% | |
| 2018-03-08 Thursday | 1 | +21.5% | +3.4% | +10.9% | -2.9% | -6.3% | +17.0% | -1.4% | 45% | Mild Up / Medium (15-25) | +38% |
| 2017-11-09 Thursday | -1.9% | +1.0% | -1.5% | +3.1% | +8.1% | +18.0% | -12.6% | 35% | Mild Up / Low (<15) | +2% | |
| 2017-08-10 Thursday | -4.1% | +0.1% | +0.4% | +1.4% | -2.9% | +7.7% | -4.1% | 25% | Sideways / Medium (15-25) | +33% | |
| 2017-05-11 Thursday | 1 | +33.2% | -10.6% | +0.1% | +2.7% | +1.5% | +14.1% | -14.8% | 64% | Strong Up / Low (<15) | +26% |
| 2017-03-23 Thursday | +20.8% | +5.3% | +8.0% | -0.6% | +9.5% | +21.2% | +0.6% | 40% | Mild Up / Low (<15) | +4% | |
| 2016-11-10 Thursday | -4.4% | +9.0% | +6.0% | +4.6% | +8.2% | +24.0% | +3.0% | 18% | Mild Up / Low (<15) | +29% | |
| 2016-08-11 Thursday | +6.3% | +0.9% | +5.0% | +4.0% | +9.8% | +31.2% | +0.9% | 30% | Strong Up / Low (<15) | -- | |
| 2016-05-12 Thursday | -1.7% | -0.3% | +1.4% | +1.3% | +2.9% | +14.1% | -1.5% | 36% | Mild Down / Low (<15) | -104% | |
| 2016-03-29 Tuesday | +10.0% | +1.0% | +0.3% | -0.3% | +8.2% | +8.5% | -1.5% | 39% | Strong Up / Low (<15) | -20% | |
| 2015-11-16 Monday | -1.9% | +0.1% | -6.0% | -0.1% | -7.1% | +2.6% | -17.0% | 13% | Mild Up / Medium (15-25) | +100% | |
| 2015-08-12 Wednesday | -5.1% | -4.7% | +0.4% | +3.0% | +3.9% | +8.7% | -7.1% | 21% | Strong Up / Low (<15) | -186% | |
| 2015-05-14 Thursday | 1 | -5.7% | +1.2% | +14.5% | +9.3% | +10.0% | +28.0% | +1.2% | 72% | Mild Down / Low (<15) | -63% |
| 2015-03-26 Thursday | +6.8% | +0.7% | -5.7% | -8.7% | -8.8% | +0.7% | -17.8% | 38% | Mild Down / Medium (15-25) | +20% |
Methodology: reaction day = first trading day after the report (AMC assumed). Regimes are 20-trading-day returns (NVDA/SPY/SOX) and VIX close on the report date. Historical implied volatility before our options-DB coverage window (Nov 2025) is NOT reconstructed — realized volatility (HV20) is shown instead. Options strategy P&L and IV crush are priced from OUR OWN stored option chains (one row per contract per pull) for every cycle inside coverage; both sections grow automatically each quarter. Buckets with n<10 are exploratory. Correlation is not causation; small samples dominate the pre-announcement analysis. Pre-announcement registry: screeners/earnings_analysis/preannouncements_UPLD.json.
Automated, data-driven · educational only · not financial advice.